How do I deal with a leader who shows no concern/welfare/empathy for his soldiers, while avoiding retaliation?

I currently have a team leader who when we first met after I got back from the cavalry scouts that I should take on more leadership. However, I have been cut below the knee constantly when trying to assert some form of leadership. He states one thing, but does something else. He does not try and get to know his men. I had a soldier who went to me instead of his line leader when he was showing signs of depression and possibly suicidal thoughts. I also experienced this where I couldn't trust him to tell him about my issues that is affecting my personal health. Yet, he states that he is basically a "gate-keeper" that we should talk to him first. How can a soldier talk to a leader about issues when it seems that he shows lack to concern for the welfare of that individual and empathy. Furthermore, public humiliation only hardens the soldiers distrust and anger towards that leader. I have been under many leaders where if they showed they cared that I would put out 110 percent and even go to hell and back for that individual to make them look good in front of higher chain of command. Loyalty a big thing for me. With the way things are with him, how can I confront him without the risk of retaliation? He only cares about going back to his previous unit as he does not like the current one he is in. It shows where his mind is at the moment. I am by no means the best soldier that would be put up for the best warrior competition. However, as I have said, I will go out of my way for a leader who takes care of welfare and happiness of his subordinates. In addition, by no means am I incompetent in terms of my ability to perform within my mos. It has caused me to be stressed out on top of current health issues and whether I want to re-enlist when the time comes up. I would appreciate from your experience and what knowledge you can provide. Thank you.